+2,233.7%
SIMO vs BHP
+798.6%
+1,435.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +4.0% |
| 7D | -8.2% | +3.5% | -11.7% | -9.6% |
| 30D | -34.6% | -4.5% | -30.1% | -33.0% |
| 3M | -32.6% | -6.4% | -26.3% | -30.3% |
| 6M | -31.8% | -0.1% | -31.8% | -31.3% |
| YTD | +87.6% | +43.0% | +44.6% | +59.9% |
| 1Y | +86.7% | +56.5% | +30.2% | +52.9% |
| 3Y | +227.4% | +62.0% | +165.4% | +161.9% |
| 5Y | +173.0% | +130.4% | +42.6% | +76.5% |
| 10Y | +409.6% | +349.1% | +60.6% | +122.2% |
| All | +2,233.7% | +798.6% | +1,435.1% | +728.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling